Some results on quadratic credibility premium using the balanced loss function

DOI10.1108/AJMS-08-2021-0192OpenAlexW4200172351MaRDI QIDQ6136963FDOQ6136963

Authors Farouk Metiri, Halim Zeghdoudi

Publication date 31 August 2023

Published in Arab Journal of Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/ajms-08-2021-0192

zbMATH Keywords

loss functionparametric approachcredibility premiumnon-parametric approachquadratic credibility

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• A course in credibility theory and its applications
• A generalization of the credibility theory obtained by using the weighted balanced loss function
• Estimation of a normal mean relative to balanced loss functions
• On estimation with balanced loss functions
• On estimation with weighted balanced-type loss function

Cited in

(2)

• scientific article; zbMATH DE number 6129999 (Why is no real title available?)
• scientific article; zbMATH DE number 7366654 (Why is no real title available?)

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